Anic Equity¶

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Total return since start: 0.703 %¶

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Equity now: -----------------------------> 52032.04 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47892.97 Kr¶

PnL: ---------------------------------------> -1039.03 Kr¶

DD now: ---------------------------------> -2.049 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 13:30:18.181526'

Anic Portfolio¶

Today¶

Return: -0.082 %¶

This Week¶

Return: -0.543 %¶

Total portfolio value¶

Return including deposits: 70.34 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -2.340000 2299.000000 110.000000 5.030000 2189.000000
BHG Group 49 5.890000 695.800000 56.800000 8.890000 638.999984
Biotage 4 1.790000 635.200000 32.200000 5.340000 603.000000
Embracer Group B 26 2.220000 689.520000 27.520000 4.160000 661.999988
Vitrolife 3 1.730000 704.400000 27.400000 4.050000 677.000001
Xvivo Perfusion 3 -1.530000 868.500000 23.500000 2.780000 845.000001
Addtech B 3 0.170000 716.400000 16.400000 2.340000 699.999999
Eastnine 6 -0.710000 673.200000 16.200000 2.470000 657.000000
SynAct Pharma 9 -0.270000 656.100000 11.100000 1.720000 645.000003
Svolder B 35 -0.160000 2189.250000 10.250000 0.470000 2179.000005
Fortnox 10 0.150000 677.400000 9.400000 1.410000 668.000000
NCC B 7 0.910000 662.550000 8.550000 1.310000 653.999997
Humana 40 2.900000 681.600000 7.600000 1.130000 674.000000
Volati 5 0.700000 577.000000 3.000000 0.520000 574.000000
SCA A 4 2.040000 600.000000 1.000000 0.170000 599.000000
Latour B 2 -0.440000 450.000000 1.000000 0.220000 449.000000
Indutrade 5 -0.600000 1320.500000 0.500000 0.040000 1320.000000
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
NCC A 6 -1.000000 594.000000 -5.000000 -0.830000 598.999998
Sdiptech B 3 -0.950000 816.600000 -5.400000 -0.660000 822.000000
Nolato B 12 -0.930000 641.400000 -6.600000 -1.020000 648.000000
Sampo Oyj SDB 1 -0.700000 495.000000 -10.000000 -1.980000 505.000000
Investor B 3 -0.180000 647.550000 -10.450000 -1.590000 657.999999
Addnode Group B 6 -2.530000 741.000000 -11.000000 -1.460000 751.999998
BONESUPPORT HOLDING 10 -0.250000 1207.000000 -17.000000 -1.390000 1224.000000
Gaming Innovation Group 161 0.580000 4169.900000 -18.100000 -0.430000 4187.999942
Lime Technologies 2 -5.660000 550.000000 -43.000000 -7.250000 593.000000
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Lundin Gold 7 -0.760000 910.000000 -64.000000 -6.570000 973.999999
Creades A 7 -0.770000 544.600000 -66.400000 -10.870000 610.999998
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.510000 3448.000000 -97.000000 -2.740000 3545.000000
New Wave B 40 -0.320000 3748.000000 -168.000000 -4.290000 3916.000000
Sedana Medical 135 0.390000 4149.900000 -181.100000 -4.180000 4330.999935
Wästbygg Gruppen B 80 -0.600000 2672.000000 -199.000000 -6.930000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 47892.970000 -1039.030000 -2.04876% 48931.999868

Updated:¶

'2023-06-14 13:30:35.913854'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶